+489.4%
SYY vs RCAT
-100.0%
+589.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.3% |
| 7D | -2.3% | -1.4% | -0.9% | -2.3% |
| 30D | -4.9% | -3.3% | -1.6% | -4.9% |
| 3M | +8.4% | -43.2% | +51.6% | +8.5% |
| 6M | -7.4% | -43.2% | +35.8% | -7.3% |
| YTD | +11.0% | +5.5% | +5.4% | +10.9% |
| 1Y | -0.2% | -1.6% | +1.4% | -0.3% |
| 3Y | +23.8% | +773.7% | -749.9% | +22.8% |
| 5Y | +18.1% | +187.6% | -169.5% | +17.3% |
| 10Y | +94.6% | -98.5% | +193.0% | +90.4% |
| All | +489.4% | -100.0% | +589.4% | +452.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling